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NYU: Finance Working Papers (Topic)

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199,697 Total downloads

Viewing: 1 - 50 of 791 papers

1.

Skin or Skim? Inside Investment and Hedge Fund Performance

NYU Working Paper No. 2451/38717
Number of pages: 63 Posted: 08 Jun 2017 Last Revised: 06 Nov 2018
Working Paper Series
NYU Stern School of Business and Rice University - Jesse H. Jones Graduate School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 1,145
2.

Trading Costs and Informational Efficiency

NYU Working Paper No. 2451/38631
Number of pages: 61 Posted: 15 May 2017 Last Revised: 08 Sep 2017
Working Paper Series
New York University (NYU) and New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 124
3.

Collateralizing Liquidity

NYU Working Paper No. 2451/38630
Number of pages: 59 Posted: 15 May 2017 Last Revised: 16 Sep 2017
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business
Downloads 47
4.

Transparency and Bank Runs

NYU Working Paper No. 2451/38629
Number of pages: 55 Posted: 15 May 2017
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 18
5.

Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation and the Low Risk Anomaly

NYU Working Paper No. 2451/38628
Number of pages: 59 Posted: 12 May 2017
Working Paper Series
Harvard Business School and NYU Stern School of Business
Downloads 127
6.

Dividends as Reference Points: A Behavioral Signaling Approach

NYU Working Paper No. 2451/38627
Number of pages: 42 Posted: 12 May 2017
Working Paper Series
Harvard Business School, NYU Stern School of Business and Harvard University
Downloads 46
7.

Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications

NYU Working Paper No. 2451/38626
Number of pages: 24 Posted: 11 May 2017 Last Revised: 24 Jun 2017
Working Paper Series
Chapman University - Department of Business and Economics, Acadian Asset Management and NYU Stern School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 167
8.

Leverage and the Beta Anomaly

NYU Working Paper No. 2451/34914
Number of pages: 40 Posted: 31 Aug 2016 Last Revised: 14 Jan 2019
Working Paper Series
Harvard Business School, University of Oxford and NYU Stern School of Business

Multiple version iconThere are 3 versions of this paper

Downloads 58
9.

A Crisis of Banks as Liquidity Providers

Journal of Finance, Forthcoming, NYU Working Paper No. 2451/31364
Number of pages: 78 Posted: 10 Sep 2013 Last Revised: 15 Oct 2013
Accepted Paper Series
New York University - Leonard N. Stern School of Business and Federal Reserve Banks - Federal Reserve Bank of Richmond
Downloads 315
10.

As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes

NYU Working Paper No. 2451/31613
Number of pages: 73 Posted: 10 Sep 2013 Last Revised: 14 Oct 2014
Accepted Paper Series
European Central Bank (ECB) and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 112
11.

Shaping Liquidity: On the Casual Effects of Voluntary Disclosure

NYU Working Paper No. 2451/31614
Number of pages: 48 Posted: 10 Sep 2013
Working Paper Series
London Business School, New York University, Yale SOM and New York University (NYU) - Department of Finance
Downloads 94
12.

Shaping Liquidity: On the Causal Effects of Voluntary Disclosure

NYU Working Paper No. 2451/31352
Number of pages: 47 Posted: 10 Sep 2013
Working Paper Series
London Business School, New York University, Yale SOM and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 65
13.

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

NYU Working Paper No. 2451/29543
Number of pages: 57 Posted: 10 Sep 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London

Multiple version iconThere are 6 versions of this paper

Downloads 56
14.

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?

NYU Working Paper No. 2451/31271, Georgetown McDonough School of Business Research Paper
Number of pages: 54 Posted: 10 Sep 2013 Last Revised: 06 Aug 2014
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, Fordham University and New York University

Multiple version iconThere are 7 versions of this paper

Downloads 52
15.

The Maturity of Debt Issues and Predictable Variation in Bond Returns

NYU Working Paper No. 2451/31361
Number of pages: 31 Posted: 10 Sep 2013
Working Paper Series
Harvard Business School, Harvard Business School - Finance Unit and NYU Stern School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 34
16.

CDS Credit-Event Auctions

NYU Working Paper No. 2451/31363
Number of pages: 45 Posted: 10 Sep 2013
Working Paper Series
Fordham University - Finance Area and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 30
17.

Efficient Recapitalization

NYU Working Paper No. 2451/28301
Number of pages: 61 Posted: 10 Sep 2013
Working Paper Series
New York University (NYU) - Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 28
18.

Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidencefrom the Sub-Prime Crisis

NYU Working Paper No. 2451/31366
Number of pages: 61 Posted: 10 Sep 2013
Working Paper Series
New York University - Leonard N. Stern School of Business and World Bank
Downloads 13
19.

The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives

NYU Working Paper No. 2451/31428
Number of pages: 58 Posted: 10 Sep 2013
Working Paper Series
Columbia University Graduate School of Business
Downloads 11
20.

Hedge Funds in M&Amp;A Deals: Is There Exploitation of Private Information?

NYU Working Paper No. 2451/31422
Posted: 10 Sep 2013
Working Paper Series
Melbourne Business School, University of Melbourne and Brandeis University - International Business School
21.

Estimating Operational Risk for Hedge Funds: The Ω-Score

NYU Working Paper No. 2451/27845
Number of pages: 23 Posted: 10 Sep 2013
Working Paper Series
New York University (NYU) - Leonard N. Stern School of Business, Yale School of Management - International Center for Finance, University of Massachusetts Amherst - Department of Finance and University of California at Irvine
Downloads 94
22.

Behavioral Corporate Finance: An Updated Survey

NYU Working Paper No. 2451/31355
Number of pages: 106 Posted: 26 Jun 2013
Working Paper Series
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 169
23.

Covenant Violations, Loan Contracting, and Default Risk of Bank Borrowers

NYU Working Paper No. 2451/31417
Number of pages: 42 Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, Frankfurt School of Finance & Management, Goethe University Frankfurt - Department of Finance and affiliation not provided to SSRN
Downloads 153
24.

Does Price Fixing Benefit Corporate Managers?

NYU Working Paper No. 2451/31732
Number of pages: 56 Posted: 26 Jun 2013 Last Revised: 28 Oct 2017
Working Paper Series
VU University Amsterdam, University of St. Gallen - Swiss Institute of Banking and Finance and New York University (NYU) - Stern School of Business
Downloads 152
25.

Comparing the Investment Behavior of Public and Private Firms

NYU Working Paper No. 2451/31349
Number of pages: 51 Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. School of Business - Department of Economics, Northeastern University, D'Amore-McKim School of Business and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 134
26.

Illiquidity or Credit Deterioration: A Study of Liquidity in the Us Corporate Bond Market During

NYU Working Paper No. 2451/31418
Number of pages: 40 Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance, WU (Vienna University of Economics and Business) and Norwegian School of Economics (NHH)
Downloads 126
27.

Monitoring Managers: Does it Matter?

NYU Working Paper No. 2451/31350
Number of pages: 61 Posted: 26 Jun 2013
Working Paper Series
London Business School, European Bank for Reconstruction and Development (EBRD) and New York University (NYU) - Department of Finance

Multiple version iconThere are 5 versions of this paper

Downloads 99
28.

A Rational Theory of Mutual Funds' Attention Allocation

NYU Working Paper No. 2451/28347
Number of pages: 53 Posted: 26 Jun 2013 Last Revised: 29 Oct 2015
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and New York University - Stern School of Business
Downloads 1,117
29.

A Behavioral Finance Explanation for the Success of Low Volatility Portfolios

NYU Working Paper No. 2451/29537
Number of pages: 22 Posted: 26 Jun 2013
Working Paper Series
Harvard Business School, NYU Stern School of Business and Acadian Asset Management Inc., USA

Multiple version iconThere are 3 versions of this paper

Downloads 321
30.

Asset Prices and Ambiguity

NYU Working Paper No. 2451/31330
Number of pages: 36 Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 135
31.

Is There Skill or Alpha in Currency Investing?

NYU Working Paper No. 2451/29936
Number of pages: 47 Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance and Fischer Francis Trees & Watts, Inc.

Multiple version iconThere are 2 versions of this paper

Downloads 57
32.

Time-Varying Fund Manager Skill

NYU Working Paper No. 2451/31336
Number of pages: 47 Posted: 26 Jun 2013
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics, Columbia University Graduate School of Business and New York University - Stern School of Business

Multiple version iconThere are 4 versions of this paper

Downloads 53
33.

Stockholder and Bondholder Reactions to Revelations of Large CEO Inside Debt Holdings: An Empirical Analysis

NYU Working Paper No. 2451/28340
Number of pages: 32 Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Stern School of Business and affiliation not provided to SSRN
Downloads 41
34.

A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk

NYU Working Paper No. 2451/31331
Number of pages: 59 Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, Wharton School, Department of Finance and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 28
35.

The Efficient Markets Hypothesis: The Demise of the Demon of Chance?

NYU Working Paper No. 2451/28348
Number of pages: 30 Posted: 26 Jun 2013
Working Paper Series
affiliation not provided to SSRN
Downloads 28
36.

Implicit Guarantees and Risk Taking: Evidence from Money Market Funds

NYU Working Paper No. 2451/31335
Number of pages: 58 Posted: 26 Jun 2013
Working Paper Series
Imperial College London - Accounting, Finance, and Macroeconomics and New York University (NYU) - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 27
37.

Dissecting the Effect of Credit Supply on Trade

NYU Working Paper No. 2451/31297
Number of pages: 49 Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance, London School of Economics & Political Science (LSE), London School of Economics & Political Science (LSE) and Columbia Business School - Finance and Economics
Downloads 22
38.

Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking

NYU Working Paper No. 2451/29539
Number of pages: 42 Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, HEC Paris and University of Amsterdam - Faculty of Economics and Business (FEB)

Multiple version iconThere are 3 versions of this paper

Downloads 14
39.

Ambiguity and Overconfidence

NYU Working Paper No. 2451/31332
Posted: 26 Jun 2013
Working Paper Series
New York University (NYU) - Department of Finance, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Hebrew University of Jerusalem - Department of Finance

Multiple version iconThere are 2 versions of this paper

40.

Limits to Arbitrage and Hedging: Evidence from Commodity Markets

NYU Working Paper No. 2451/29543, Columbia Business School Research Paper No. 13-48
Posted: 26 Jun 2013
Working Paper Series
New York University - Leonard N. Stern School of Business, University of California, Los Angeles (UCLA) - Anderson School of Management and Imperial College London

Multiple version iconThere are 6 versions of this paper

41.

Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly

NYU Working Paper No. 2451/31748
Number of pages: 52 Posted: 24 Apr 2013
Working Paper Series
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 100
42.

Equilibrium Existence and Approximation for Incomplete Market Models with Substantial Heterogeneity

NYU Working Paper No. 2451/31656
Number of pages: 41 Posted: 24 Apr 2013
Working Paper Series
Federal Reserve Bank of San Francisco and Stanford University - The Hoover Institution on War, Revolution and Peace

Multiple version iconThere are 2 versions of this paper

Downloads 35
43.

Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly

NYU Working Paper No. FIN-13-003
Number of pages: 52 Posted: 17 Mar 2013 Last Revised: 22 Apr 2013
Working Paper Series
Harvard Business School and NYU Stern School of Business

Multiple version iconThere are 5 versions of this paper

Downloads 248
44.

Does Price Fixing Benefit Corporate Managers?

NYU Working Paper No. FIN-13-002, University of St.Gallen, School of Finance Research Paper No. 2013/9
Number of pages: 56 Posted: 10 Mar 2013 Last Revised: 28 Oct 2017
Working Paper Series
VU University Amsterdam, University of St. Gallen - Swiss Institute of Banking and Finance and New York University (NYU) - Stern School of Business
Downloads 1,033
45.

Asset Pricing Frictions in Fragmented Markets

NYU Working Paper No. 2451/31688
Number of pages: 68 Posted: 25 Jan 2013
Working Paper Series
Imperial College Business School

Multiple version iconThere are 2 versions of this paper

Downloads 68
46.

Shaping Liquidity: On the Causal Effects of Voluntary Disclosure

Journal of Finance, Forthcoming, NYU Working Paper No. 2451/31352
Number of pages: 57 Posted: 21 Sep 2012 Last Revised: 25 Aug 2013
Accepted Paper Series
London Business School, New York University, Yale SOM and New York University (NYU) - Department of Finance

Multiple version iconThere are 3 versions of this paper

Downloads 151
47.

As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes

Journal of Financial Economics (JFE), 118, 684-712 (2015), NYU Working Paper No. FIN-12-009
Number of pages: 73 Posted: 21 Sep 2012 Last Revised: 24 May 2016
Accepted Paper Series
European Central Bank (ECB) and New York University (NYU) - Department of Finance

Multiple version iconThere are 4 versions of this paper

Downloads 84
48.

Pricing Systematic Ambiguity in Capital Markets

NYU Working Paper No. 2451/31587
Number of pages: 28 Posted: 28 Jul 2012 Last Revised: 10 Sep 2013
Working Paper Series
New York University (NYU) - Department of Finance and City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance
Downloads 394
49.

Dynamic Conditional Beta

NYU Working Paper No. 2451/31582
Number of pages: 30 Posted: 04 Jul 2012
Working Paper Series
New York University - Leonard N. Stern School of Business - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 161
50.

Financing from Family and Friends

NYU Working Paper No. 2451/31577
Number of pages: 53 Posted: 30 Jun 2012 Last Revised: 27 Oct 2014
Working Paper Series
Santa Clara University - Leavey School of Business and Stanford University

Multiple version iconThere are 2 versions of this paper

Downloads 136